Qiang Xia
Economics and Econometrics · 2015
A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 7 citations into it
Whom Qiang Xia trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Jiazhu Pan
- Jianqing Fan
- Qiwei Yao
- Lixing Zhu
- E. Michael
- Jushan Bai
- M. Forni
- Bai-qi Miao
- Mingjin Wang
Papers from Qiang Xia's perspective
Ordered by how strongly the researchers Qiang Xia trusts endorse each paper. Same corpus, a different order for every researcher.
- The Generalized Dynamic-Factor Model: Identification and Estimation
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Inferential Theory for Factor Models of Large Dimensions
- Nonstationary dynamic factor analysis
- Modelling multiple time series via common factors
- The generalized dynamic factor model: consistency and rates
- On Sliced Inverse Regression With High-Dimensional Covariates
- Modelling multivariate volatilities via conditionally uncorrelated components
- Fitting dynamic factor models to non-stationary time series
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
Their papers
- Consistently determining the number of factors in multivariate volatility modelling (2015) — 60 citations